Enel SpA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.14% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5897 | 4.11 | |
| 0.1058 | 7.21 | |
| 0.8368 | 38.36 | |
| -0.2488 | -2.94 | |
| 0.3592 | 2.99 | |
| -0.1187 | -1.59 | |
| 0.0192 | 0.32 | |
| -0.0987 | -2.07 | |
| 0.1913 | 4.05 | |
| -0.1896 | -3.38 | |
| 0.1187 | 1.45 |
Estimation Period:
Nov 1, 1999 to Feb 6, 2026
Nov 1, 1999 to Feb 6, 2026
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